Integral representation of generalized grey Brownian motion

DOI10.1080/17442508.2019.1641093zbMath1490.60086arXiv1812.03864OpenAlexW3103749280WikidataQ99557832 ScholiaQ99557832MaRDI QIDQ5086494

Sascha Desmettre, José Luís da Silva, Wolfgang Bock

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.03864

zbMATH Keywords

rough pathsgeneralized grey Brownian motionfractional stochastic processesgrey OU processessuperposition of OU processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Related Items (2)

Stochastic analysis for vector-valued generalized grey Brownian motion ⋮ Stochastic solutions of generalized time-fractional evolution equations

Uses Software

• SimEstFBM

Cites Work

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